The Changing behavior of the European credit default swap spreads during the Covid‑19 pandemic : a Bayesian network analysis
Esma Nur Cinicioglu, Gül Huyugüzel Kışla, A. Özlem Önder, Y. Gülnur Muradoğlu
| Year of publication: |
2024
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|---|---|
| Authors: | Cinicioglu, Esma Nur ; Kışla, Gül Huyugüzel ; Özlem Önder, A. ; Muradoğlu, Gülnur |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 63.2024, 3, p. 1213-1254
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| Subject: | Credit default swap (CDS) | Sovereign risk transmission | COVID-19 pandemic | Bayesian networks | Artifcial intelligence for economic systems | Kreditderivat | Credit derivative | Coronavirus | EU-Staaten | EU countries | Kreditrisiko | Credit risk | Epidemie | Epidemic | Länderrisiko | Country risk | Welt | World | Europa | Europe | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-023-10489-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014548274